-10.5%
CF vs IWD
+15.9%
-26.4%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.6% | -7.0% | -2.4% |
| 7D | -6.9% | +2.5% | -9.4% | -5.0% |
| 30D | -3.7% | +6.0% | -9.7% | +0.2% |
| 3M | -5.0% | +3.8% | -8.7% | -2.5% |
| 6M | -10.5% | +16.3% | -26.8% | +2.9% |
| All | -10.5% | +15.9% | -26.4% | +2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded IWD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling